Development of Portfolio Theory: Model Black - Letterman

Miroslav Vladimirov ()
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Miroslav Vladimirov: University of Economics - Varna

Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, 2016, issue 1, 157-164

Abstract: The paper presents a theoretical framework model Black -Litterman. Presented is the canonical model and one of the most used its additions. In the experiments, the report makes a comparative analysis of the use of Black - Litterman and classical model Markowitz.

Keywords: portfolio; Black-Litterman; optimization (search for similar items in EconPapers)
JEL-codes: A00 (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:vra:journl:y:2016:i:1:p:157-164

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